+149.2%
FDX vs VFC
-46.8%
+196.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | -1.6% | +11.2% | -12.8% | -4.6% |
| 30D | +6.6% | +41.5% | -34.9% | -3.7% |
| 3M | -2.1% | +38.9% | -41.0% | -11.2% |
| 6M | +2.2% | +6.1% | -4.0% | -1.0% |
| YTD | +33.9% | +14.5% | +19.4% | +26.1% |
| 1Y | +50.2% | +46.0% | +4.3% | +31.1% |
| 3Y | +65.5% | +36.4% | +29.2% | +28.8% |
| 5Y | +74.1% | -67.5% | +141.6% | +140.1% |
| All | +149.2% | -46.8% | +196.1% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling